Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449048.7209 | 419400.4869 | 29648.234 | 56170.714 | -141720.7607 | 197891.4747 |
Total P&L (%) | 449.0487 | 419.4005 | 29.6482 | 56.1707 | -141.7208 | 197.8915 |
Avg Daily Profit (%) | 0.2271 | 0.2121 | 0.015 | 0.0226 | 0 | 0.0552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175342 | -102531 | -130071 | -2383932 | -1465668 | -1295907 |
Profit Factor | 1.7262 | 2.5788 | 1.0841 | 1.0113 | 0.9409 | 1.0765 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 41.8605 | 39.5349 | 44.186 | 41.8605 | 39.5349 | 44.186 |
Ratio Avg Win / Avg Loss | 2.3975 | 3.944 | 1.3693 | 1.4045 | 1.439 | 1.3598 |
Largest Winning Trade | 184959 | 184959 | 75566 | 857226 | 857226 | 757858 |
Largest Losing Trade | -81801 | -31500 | -81801 | -1197349 | -496537 | -1197349 |
Avg Bars in Trades | 67 | 62 | 72 | 67 | 62 | 72 |
Avg Bars in Winners | 118 | 115 | 121 | 118 | 115 | 121 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 5798 | 2695 | 3103 | 5798 | 2695 | 3103 |
Profit Streak | 0 | 0 | 580.4476 | 0 | 0 | 580.4476 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294809 | 310430 | -305647 | -374730 | -583130 | -257191 |
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{ "first_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 86, "offset": 0 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550246400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758883472923, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 86, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|